-43.9%
CIFR vs DOC
+4.3%
-48.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.2% | -14.4% | -14.5% |
| 7D | -31.5% | +6.2% | -37.7% | -34.0% |
| 30D | -64.2% | +6.5% | -70.7% | -65.8% |
| 3M | -70.3% | -6.2% | -64.1% | -69.5% |
| 6M | -74.9% | +25.6% | -100.5% | -79.3% |
| YTD | -62.4% | +32.1% | -94.5% | -70.1% |
| 1Y | -77.5% | +20.3% | -97.8% | -81.0% |
| 3Y | +35.4% | +42.7% | -7.4% | +2.7% |
| 5Y | -37.4% | -22.2% | -15.3% | -40.1% |
| All | -43.9% | +4.3% | -48.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling